+591.6%
AMZN vs XLE
+167.3%
+424.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.8% |
| 7D | +8.7% | -7.9% | +16.6% | +10.5% |
| 30D | +1.7% | -4.8% | +6.5% | +2.6% |
| 3M | -2.8% | +8.4% | -11.1% | -5.0% |
| 6M | -2.1% | +12.7% | -14.8% | -5.5% |
| YTD | +15.6% | +41.3% | -25.6% | +4.9% |
| 1Y | +9.2% | +42.3% | -33.1% | -1.2% |
| 3Y | +89.9% | +65.1% | +24.8% | +65.0% |
| 5Y | +49.3% | +150.2% | -100.9% | +16.8% |
| 10Y | +591.6% | +163.9% | +427.7% | +487.4% |
| All | +591.6% | +167.3% | +424.3% | +487.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XLE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling